I tried the R Connector in Eviews 10, and it worked seamlessly. The Help file shows how to use XGET to bring coefficients into an Eviews workfile, and that also worked fine. However, I don't know how to bring other parts of R output into Eviews (e.g., std errors of coefs, t-stats, p-values). Is it possible to bring multiple columns of output from an R command back to Eviews, e.g., as an Eviews object? More generally, any guidance about getting results from R into to an Eviews workfile would be much appreciated.

Our Get method takes a string. Just provide a string that represents what your trying to retrieve. You can also try just using the Run command and pass it “print expression” where expression is what you’re trying to get. That should print the value in the R Console window. Once you see the correct value, call Get with just the expression.

Thanks very much for explaining how to retrieve information from R. Your response is a great help.

I have another question. I believe that, with the XPUT command, NA's in Eviews are passed as zeros to R. Is there a setting that will require NA's from Eviews to be passed as NA's to R. The command I am using has the following form: XPUT(rtype=data.frame, name=vars) y x1 x2 ... xk